Brainteaser - Straddle Delta

Consider a straddle on an underlying asset \(S\) with a strike price \(K\) and expiry \(T\). You also have a put option on \(S\) with the same strike \(K\) and expiry \(T\). This put option has a delta (\(\Delta\)) of \(-0.31\). Assuming Black-Scholes dynamics, what is the delta (\(\Delta\)) of the straddle?